NU catena di opzioni Nu Holdings Ltd.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±13.4% (12.57–16.46) · ATM IV 56.7% · P/C open interest 0.48
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 4.90 | 8.60 | 2 | 152.7% | 0.99 | 0.0078 | -0.001 | 8 | 0 | 0.0600 | 674 | 103.0% | -0.01 | 0.0079 | -0.002 | ||
| 5.25 | 6.15 | 1 | 41 | 118.0% | 0.98 | 0.0148 | -0.003 | 9 | 0 | 0.0800 | 5 | 503 | 89.2% | -0.02 | 0.0149 | -0.003 |
| 4.90 | 5.55 | 111.2% | 0.97 | 0.0202 | -0.003 | 9.5 | 0.0100 | 0.1000 | 85.4% | -0.03 | 0.0203 | -0.004 | ||||
| 4.45 | 4.75 | 3 | 308 | 74.5% | 0.96 | 0.0272 | -0.004 | 10 | 0.0500 | 0.0900 | 11 | 3,984 | 80.6% | -0.04 | 0.0273 | -0.005 |
| 3.95 | 4.65 | 99.9% | 0.94 | 0.0362 | -0.005 | 10.5 | 0.0600 | 0.0900 | 4 | 73.0% | -0.06 | 0.0364 | -0.006 | |||
| 3.50 | 3.90 | 496 | 76.0% | 0.92 | 0.0476 | -0.007 | 11 | 0.1000 | 0.1300 | 244 | 26.3K | 71.6% | -0.08 | 0.0478 | -0.007 | |
| 3.05 | 3.70 | 86.5% | 0.89 | 0.0614 | -0.008 | 11.5 | 0.0100 | 0.2400 | 5 | 64.1% | -0.11 | 0.0618 | -0.009 | |||
| 2.64 | 2.95 | 2,182 | 67.8% | 0.86 | 0.0776 | -0.010 | 12 | 0.2100 | 0.2300 | 373 | 16.5K | 66.3% | -0.15 | 0.0781 | -0.010 | |
| 2.26 | 2.84 | 79.3% | 0.81 | 0.0956 | -0.012 | 12.5 | 0.2300 | 0.3400 | 63 | 62.5% | -0.19 | 0.0962 | -0.012 | |||
| 1.90 | 2.15 | 5 | 6,795 | 65.7% | 0.76 | 0.1142 | -0.013 | 13 | 0.4000 | 0.4700 | 697 | 62.5K | 63.8% | -0.24 | 0.1150 | -0.013 |
| 1.45 | 1.78 | 60.1% | 0.69 | 0.1316 | -0.014 | 13.5 | 0.5500 | 0.6400 | 140 | 63.0% | -0.31 | 0.1326 | -0.015 | |||
| 1.29 | 1.51 | 104 | 117.4K | 65.0% | 0.62 | 0.1458 | -0.015 | 14 | 0.7200 | 0.8300 | 1,383 | 51.4K | 61.4% | -0.38 | 0.1471 | -0.016 |
| 0.8800 | 1.18 | 61 | 58.1% | 0.55 | 0.1548 | -0.016 | 14.5 | 0.7900 | 1.04 | 205 | 55.2% | -0.46 | 0.1565 | -0.016 | ||
| 0.7800 | 0.9200 | 5,493 | 41.9K | 60.3% | 0.47 | 0.1575 | -0.016 | 15 | 1.14 | 1.34 | 92 | 9,446 | 57.8% | -0.54 | 0.1596 | -0.016 |
| 0.4200 | 0.7000 | 64 | 53.8% | 0.39 | 0.1536 | -0.015 | 15.5 | 1.50 | 1.65 | 7 | 58.7% | -0.61 | 0.1563 | -0.015 | ||
| 0.4900 | 0.5200 | 11.5K | 52.3K | 59.5% | 0.33 | 0.1442 | -0.014 | 16 | 1.76 | 1.99 | 3 | 11.2K | 55.2% | -0.68 | 0.1474 | -0.014 |
| 0.3300 | 0.3800 | 31 | 57.4% | 0.26 | 0.1309 | -0.013 | 16.5 | 2.01 | 2.50 | 54.5% | -0.75 | 0.1345 | -0.013 | |||
| 0.2500 | 0.3000 | 11.3K | 41.4K | 58.3% | 0.21 | 0.1154 | -0.011 | 17 | 2.40 | 2.85 | 619 | 50.1% | -0.80 | 0.1195 | -0.011 | |
| 0.0100 | 0.2000 | 52 | 47.9% | 0.17 | 0.0995 | -0.010 | 17.5 | 2.73 | 3.35 | 45.3% | -0.85 | 0.1039 | -0.010 | |||
| 0.1200 | 0.1700 | 178 | 47.5K | 56.8% | 0.13 | 0.0842 | -0.008 | 18 | 3.40 | 3.75 | 1 | 67 | 55.7% | -0.88 | 0.0890 | -0.008 |
| 0.0300 | 0.1500 | 55.9% | 0.10 | 0.0703 | -0.007 | 18.5 | 3.60 | 4.35 | -0.91 | 0.0756 | -0.007 | |||||
| 0.0600 | 0.0900 | 16 | 48.9K | 58.0% | 0.08 | 0.0580 | -0.006 | 19 | 4.00 | 4.75 | 7 | -0.94 | 0.0638 | -0.006 | ||
| 0.0200 | 0.1100 | 60.4% | 0.06 | 0.0476 | -0.005 | 19.5 | 4.55 | 5.40 | -0.96 | 0.0526 | -0.005 | |||||
| 0.0200 | 0.0600 | 2 | 23.4K | 58.8% | 0.05 | 0.0389 | -0.004 | 20 | 4.20 | 6.75 | 2 | -0.97 | 0.0459 | -0.004 | ||
| 0 | 0.0800 | 62.4% | 0.04 | 0.0317 | -0.003 | 20.5 | 4.00 | 7.95 | -0.98 | 0.0370 | -0.003 | |||||
| 0 | 0.0500 | 2 | 1,376 | 61.1% | 0.03 | 0.0258 | -0.003 | 21 | 4.50 | 8.45 | -0.99 | 0.0243 | -0.003 | |||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 20, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.